News from 2011
Professor Kern Alexander appointed Specialist Adviser to British Parliament's Select Committee
Professor Alexander was appointed in August 2011 as Specialist Adviser to the British Parliament's Select Committee on the draft Financial Services Bill. The Financial Services Bill is major legislation that will restructure the regulation, supervision and governance of British financial markets. The Parliamentary Select Committee appointed Professor Alexander to review and advise the committee on the proposed legislation. He will also assist the Committee in taking oral and written evidence and making recommendations and proposing amendments to the Bill in a final report expected to be published in December 2011. Find out more »
Download the draft Financial Services Bill (pdf, 4.25MB)
Professor Alexander is a Senior Research Associate at CFAP and was appointed to the Chair for Law and Finance at the University of Zurich in 2009.
Professor Geoff Whittington wins the 2010 Abacus Manuscript Award
Professor Whittington is the joint winner of the 2010 Abacus Manuscript Award for his paper "Measurement in Financial Reporting", sharing a USD10k award with the other two winners, Stephen Penman and Kenth Skogsvik. The award, funded by the Accounting Foundation, is given annually for the best article published in the journal Abacus each calendar year as judged by an expert panel of academics and prominent practitioners. Read the paper via the Wiley Online Library »
Asset markets, portfolio choice and macroeconomic activity: a Keynesian perspective
This new book, by Toichiro Asada, Peter Flaschel, Tarik Mouakil and Christian Proano, uses a Keynesian perspective to investigate the interaction of effective demand with the wage-price spiral, the dependence of goods market outcomes on financial markets, and the impact of monetary policy on financial and real markets. Find out more »
More questions than answers
Kern Alexander critically examines the recent interim report of the UK Independent Commission on Banking. Read the article »
Transmission of Financial Crises and Contagion: A Latent Factor Approach
In their new book, Mardi Dungey, Renee A. Fry, Brenda Gonzalez-Hermosillo and Vance L. Martin set out their work on a general framework for modelling the transmission of financial crises using latent factor models, and show how their framework encompasses a number of other empirical contagion models and why the results between the models differ. Find out more »
Goodbye to Rachel
It is with sadness that we say goodbye to Rachel Marston, as she leaves to take up her new post within the University. We would like to thank her for her contribution over the past two years and give her our best wishes. Her position will be filled shortly.
GVAR Toolbox 1.0 launched
The first version of the GVAR Toolbox has now been launched. The GVAR Toolbox 1.0 enables users to construct global VAR models that allow for global interdependencies. It includes a set of Matlab procedures with an Excel-based interface, making it an accessible and easy to use package. It is available to users at no cost. Find out more and download the Toolbox »
Vacancy for Administrative Assistant
This is an exciting opportunity for someone looking for an interesting and varied role within administration of academic institutions. The successful candidate will report to and work closely for the CFAP Centre Manager. The role of administrator is to offer general daily administrative assistance for CFAP, and to coordinate the activities of Cambridge Finance. Download the full details (pdf, 129KB).